CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7708 |
0.0010 |
0.1% |
0.7770 |
| High |
0.7703 |
0.7775 |
0.0072 |
0.9% |
0.7775 |
| Low |
0.7675 |
0.7708 |
0.0033 |
0.4% |
0.7675 |
| Close |
0.7694 |
0.7764 |
0.0070 |
0.9% |
0.7764 |
| Range |
0.0028 |
0.0068 |
0.0040 |
141.1% |
0.0100 |
| ATR |
0.0035 |
0.0038 |
0.0003 |
9.5% |
0.0000 |
| Volume |
79 |
21 |
-58 |
-73.4% |
307 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7925 |
0.7801 |
|
| R3 |
0.7884 |
0.7858 |
0.7783 |
|
| R2 |
0.7816 |
0.7816 |
0.7776 |
|
| R1 |
0.7790 |
0.7790 |
0.7770 |
0.7803 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7755 |
| S1 |
0.7723 |
0.7723 |
0.7758 |
0.7736 |
| S2 |
0.7681 |
0.7681 |
0.7752 |
|
| S3 |
0.7614 |
0.7655 |
0.7745 |
|
| S4 |
0.7546 |
0.7588 |
0.7727 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.8001 |
0.7819 |
|
| R3 |
0.7938 |
0.7901 |
0.7792 |
|
| R2 |
0.7838 |
0.7838 |
0.7782 |
|
| R1 |
0.7801 |
0.7801 |
0.7773 |
0.7770 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7722 |
| S1 |
0.7701 |
0.7701 |
0.7755 |
0.7670 |
| S2 |
0.7638 |
0.7638 |
0.7746 |
|
| S3 |
0.7538 |
0.7601 |
0.7737 |
|
| S4 |
0.7438 |
0.7501 |
0.7709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7675 |
0.0100 |
1.3% |
0.0034 |
0.4% |
89% |
True |
False |
61 |
| 10 |
0.7785 |
0.7675 |
0.0110 |
1.4% |
0.0029 |
0.4% |
81% |
False |
False |
56 |
| 20 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0034 |
0.4% |
89% |
False |
False |
59 |
| 40 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0029 |
0.4% |
89% |
False |
False |
41 |
| 60 |
0.7785 |
0.7570 |
0.0215 |
2.8% |
0.0026 |
0.3% |
90% |
False |
False |
31 |
| 80 |
0.7785 |
0.7540 |
0.0245 |
3.2% |
0.0026 |
0.3% |
92% |
False |
False |
30 |
| 100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
63% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8062 |
|
2.618 |
0.7952 |
|
1.618 |
0.7884 |
|
1.000 |
0.7843 |
|
0.618 |
0.7817 |
|
HIGH |
0.7775 |
|
0.618 |
0.7749 |
|
0.500 |
0.7741 |
|
0.382 |
0.7733 |
|
LOW |
0.7708 |
|
0.618 |
0.7666 |
|
1.000 |
0.7640 |
|
1.618 |
0.7598 |
|
2.618 |
0.7531 |
|
4.250 |
0.7421 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7751 |
| PP |
0.7749 |
0.7738 |
| S1 |
0.7741 |
0.7725 |
|